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<p>Extended Kalman Filter in the case of additive noise, the notations follow Van Der Merwe, phD, p. 36.  
<a href="#details">More...</a></p>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="nested-classes"></a>
Classes</h2></td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="structekf_1_1ekf__param.html">ekf_param</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Structure holding the parameters of the statistical linearization.  <a href="structekf_1_1ekf__param.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="structekf_1_1ekf__state.html">ekf_state</a></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classekf_1_1EvolutionNoise.html">EvolutionNoise</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Mother class from which the evolution noises inherit.  <a href="classekf_1_1EvolutionNoise.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classekf_1_1EvolutionAnneal.html">EvolutionAnneal</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Annealing type evolution noise.  <a href="classekf_1_1EvolutionAnneal.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classekf_1_1EvolutionRLS.html">EvolutionRLS</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Forgetting type evolution noise.  <a href="classekf_1_1EvolutionRLS.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classekf_1_1EvolutionRobbinsMonro.html">EvolutionRobbinsMonro</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Robbins-Monro evolution noise.  <a href="classekf_1_1EvolutionRobbinsMonro.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="func-members"></a>
Functions</h2></td></tr>
<tr class="memitem:a11045811ee6b53e5676adcb4829445de"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceekf.html#a11045811ee6b53e5676adcb4829445de">ekf_init</a> (<a class="el" href="structekf_1_1ekf__param.html">ekf_param</a> &amp;p, <a class="el" href="structekf_1_1ekf__state.html">ekf_state</a> &amp;s)</td></tr>
<tr class="separator:a11045811ee6b53e5676adcb4829445de"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ad089f09f2d932343f311b16d414c1c6b"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceekf.html#ad089f09f2d932343f311b16d414c1c6b">ekf_free</a> (<a class="el" href="structekf_1_1ekf__param.html">ekf_param</a> &amp;p, <a class="el" href="structekf_1_1ekf__state.html">ekf_state</a> &amp;s)</td></tr>
<tr class="separator:ad089f09f2d932343f311b16d414c1c6b"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a59a2f5e87de993d4320c6c2492ab03f1"><td class="memTemplParams" colspan="2">template&lt;typename FunctProcess , typename JacobianProcess , typename FunctObservation , typename JacobianObservation &gt; </td></tr>
<tr class="memitem:a59a2f5e87de993d4320c6c2492ab03f1"><td class="memTemplItemLeft" align="right" valign="top">void&#160;</td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespaceekf.html#a59a2f5e87de993d4320c6c2492ab03f1">ekf_iterate</a> (<a class="el" href="structekf_1_1ekf__param.html">ekf_param</a> &amp;p, <a class="el" href="structekf_1_1ekf__state.html">ekf_state</a> &amp;s, FunctProcess f, JacobianProcess df, FunctObservation h, JacobianObservation dh, gsl_vector *yk)</td></tr>
<tr class="separator:a59a2f5e87de993d4320c6c2492ab03f1"><td class="memSeparator" colspan="2">&#160;</td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Extended Kalman Filter in the case of additive noise, the notations follow Van Der Merwe, phD, p. 36. </p>
</div><h2 class="groupheader">Function Documentation</h2>
<a class="anchor" id="ad089f09f2d932343f311b16d414c1c6b"></a>
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">void ekf::ekf_free </td>
          <td>(</td>
          <td class="paramtype">ekf_param &amp;&#160;</td>
          <td class="paramname"><em>p</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">ekf_state &amp;&#160;</td>
          <td class="paramname"><em>s</em>&#160;</td>
        </tr>
        <tr>
          <td></td>
          <td>)</td>
          <td></td><td></td>
        </tr>
      </table>
</div><div class="memdoc">
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="example-009_8cc-example.html#a14">example-009.cc</a>.</dd>
</dl>
</div>
</div>
<a class="anchor" id="a11045811ee6b53e5676adcb4829445de"></a>
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">void ekf::ekf_init </td>
          <td>(</td>
          <td class="paramtype">ekf_param &amp;&#160;</td>
          <td class="paramname"><em>p</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">ekf_state &amp;&#160;</td>
          <td class="paramname"><em>s</em>&#160;</td>
        </tr>
        <tr>
          <td></td>
          <td>)</td>
          <td></td><td></td>
        </tr>
      </table>
</div><div class="memdoc">
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="example-009_8cc-example.html#a11">example-009.cc</a>.</dd>
</dl>
</div>
</div>
<a class="anchor" id="a59a2f5e87de993d4320c6c2492ab03f1"></a>
<div class="memitem">
<div class="memproto">
<div class="memtemplate">
template&lt;typename FunctProcess , typename JacobianProcess , typename FunctObservation , typename JacobianObservation &gt; </div>
      <table class="memname">
        <tr>
          <td class="memname">void ekf::ekf_iterate </td>
          <td>(</td>
          <td class="paramtype">ekf_param &amp;&#160;</td>
          <td class="paramname"><em>p</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">ekf_state &amp;&#160;</td>
          <td class="paramname"><em>s</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">FunctProcess&#160;</td>
          <td class="paramname"><em>f</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">JacobianProcess&#160;</td>
          <td class="paramname"><em>df</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">FunctObservation&#160;</td>
          <td class="paramname"><em>h</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">JacobianObservation&#160;</td>
          <td class="paramname"><em>dh</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">gsl_vector *&#160;</td>
          <td class="paramname"><em>yk</em>&#160;</td>
        </tr>
        <tr>
          <td></td>
          <td>)</td>
          <td></td><td></td>
        </tr>
      </table>
</div><div class="memdoc">
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="example-009_8cc-example.html#a13">example-009.cc</a>.</dd>
</dl>
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